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We study the scaling limit of a branching random walk in static random environment in dimension $d=1,2$ and show that it is given by a super-Brownian motion in a white noise potential. In dimension $1$ we characterize the limit as the unique weak solution to the stochastic PDE: \[\partial_t \mu = (\Delta {+} \xi) \mu {+} \sqrt{2\nu \mu} \tilde{\xi}\] for independent space white noise $\xi$ and space-time white noise $\tilde{\xi}$. In dimension $2$ the study requires paracontrolled theory and the limit process is described via a martingale problem. In both dimensions we prove persistence of this rough version of the super-Brownian motion., Comment: 30 Pages. This is a significantly shortened version of the original, a part of which was migrated to the article named "Killed rough super-Brownian motion"

The boundary behaviour of solutions of stochastic PDEs with Dirichlet boundary conditions can be surprisingly - and in a sense, arbitrarily - bad: as shown by Krylov, for any $\alpha>0$ one can find a simple $1$-dimensional constant coefficient linear equation whose solution at the boundary is not $\alpha$-H\"older continuous. We obtain a positive counterpart of this: under some mild regularity assumptions on the coefficients, solutions of semilinear SPDEs on $C^1$ domains are proved to be $\alpha$-H\"older continuous up to the boundary with some $\alpha>0$., Comment: 29 pages